Abstract

The main target of this paper is to develop an innovative software for the Automatic Differentiation of separable functions, exploiting the parallel features of a distributed memory parallel system (MIMD architecture).

The developed software, written in Fortran, uses the Express tool, thus being easily portable on the several parallel systems supporting Express. It consists of a set of subroutines calculating the function, gradient and hessian values; due to its user friendly interface, it is greatly suitable for using inside Fortran iterative algorithms needing these values; it is not necessary any pre-compiling phase.